-63.8%
W vs DUOL
+9.2%
-73.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +3.6% |
| 7D | -4.2% | +5.1% | -9.3% | -6.3% |
| 30D | -7.6% | +14.1% | -21.7% | -13.1% |
| 3M | +37.2% | +41.5% | -4.3% | +17.8% |
| 6M | +26.3% | +60.6% | -34.3% | +1.6% |
| YTD | -1.0% | -12.0% | +11.0% | -0.3% |
| 1Y | +20.1% | -43.4% | +63.4% | +38.6% |
| 3Y | +37.8% | +3.7% | +34.1% | +6.9% |
| 5Y | -63.7% | -5.3% | -58.4% | -78.1% |
| All | -63.8% | +9.2% | -73.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling